-19.6%
MSFU vs SCHG
+16.6%
-36.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -2.4% |
| 7D | -5.7% | -0.7% | -5.0% | -4.2% |
| 30D | +4.2% | +0.2% | +3.9% | +3.9% |
| 3M | +27.9% | +2.2% | +25.7% | +23.3% |
| 6M | +37.1% | +15.0% | +22.1% | +8.4% |
| YTD | -7.4% | +9.2% | -16.5% | -19.8% |
| 1Y | -19.6% | +15.7% | -35.3% | -37.1% |
| All | -19.6% | +16.6% | -36.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling